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Oxford bulletin of economics and statistics
NBER working paper series
691
Working paper / National Bureau of Economic Research, Inc.
646
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614
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595
Discussion paper series / IZA
586
Finance research letters
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240
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232
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210
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207
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191
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
180
Physica A: Statistical Mechanics and its Applications
174
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167
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
36
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1
Time-varying dynamics of the german business cycle : a comprehensive investigation
Reif, Magnus
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
1
,
pp. 80-102
Persistent link: https://www.econbiz.de/10012818979
Saved in:
2
Smooth and abrupt dynamics in financial
volatility
: the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10014481332
Saved in:
3
Market
volatility
, monetary policy and the term premium
Kumar, Abhishek
;
Mallick, Sushanta Kumar
;
Mohanty, M. S.
; …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
1
,
pp. 208-237
Persistent link: https://www.econbiz.de/10014304364
Saved in:
4
Large time-varying
volatility
models for hourly electricity prices
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 545-573
Persistent link: https://www.econbiz.de/10014304428
Saved in:
5
The impact of uncertainty shocks : evidence from geopolitical swings on the Korean Peninsula
Ha, Jongrim
;
Lee, Seohyun
;
So, Inhwan
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10012818976
Saved in:
6
Inference in misspecified GARCH-M models
Smallwood, Aaron D.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
2
,
pp. 334-355
Persistent link: https://www.econbiz.de/10013188544
Saved in:
7
Choosing between different time-varying
volatility
models for structural vector autoregressive analysis
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
4
,
pp. 715-735
Persistent link: https://www.econbiz.de/10011969506
Saved in:
8
TIPS and the VIX : spillovers from financial panic to breakeven inflation in an automated, nonlinear modeling framework
Stillwagon, Josh R.
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
2
,
pp. 218-235
Persistent link: https://www.econbiz.de/10011969527
Saved in:
9
Multiple testing for no cointegration under nonstationary
volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
10
Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
;
Herwartz, Helmut
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011969544
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